Can you please give us just a bit more information? Like........what kind of icing, what type of coloring (paste, gel, powder, liquid), what brand of coloring, where you live (for humidity comparisons), the conditions of the kitchen (warm, cool, constant temp.), and anything else you can think of that may help? This sounds like a challenging problem!
Hrm.. haven't heard of this problem if you use paste/gel coloring in buttercream icing. Have heard of the royal icing decorations melting, though, especially on top of buttercream. Could that be the problem?